Parameter Estimate Classes
The Business Analysis Module provides container classes for storing regression model parameter estimates and their associated statistical quantities. These classes are:
RWLinearRegressionParam, for multiple linear regression parameter estimatesRWLogisticRegressionParam, for logistic regression parameter estimatesBoth classes contain parameter estimates: t statistics (for linear regression), Wald chi-square statistics (for logistic regression), p-values, critical values, and confidence intervals.
Instances of these classes are constructed only by their corresponding regression classes. For example, to obtain the vector of parameter estimates for a logistic regression, you must construct an instance of RWLogisticRegression and invoke the parameterEstimates() method on the object, as demonstrated in the following example:
RWGenMat<double> predictorMatrix; // Values of the predictor
// variables.
RWMathVec<bool> observationVector; // Values of the dependent
// variable.
.
.
.
RWLogisticRegression lr( predictorMatrix, observationVector );
RWTValVector<RWLogisticRegressionParam> params =
lr.parameterEstimates();
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.
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There are also classes for testing hypotheses about linear regression model parameters.
